def open_position(self, quote):
shares = Position.get_shares(quote, self.get_risk())
next_quote = quote.next()
print "opening on next day", next_quote
self.positions.append(Position.open(
quote.symbol,
self.currency,
self.currency_rate,
next_quote.date,
next_quote.open,
self.enter_commission,
shares))
position = None
elif quote.is_below_10_day_low():
print "10 day low MET %s" % position.get_trailing_stop()
print "Selling %s" % position
print "Gain %s" % position.get_gain()
total = total + position.get_value(currency)
position = None
# total = total + (stocks * float(quote.close))
# position.value = 0
else:
over = quote.is_above_20_day_high()
if over:
risk = Decimal(total/100)
shares = Position.get_shares(quote, risk)
#print "Stop %s, Risk %s, Portfolio max risk %s" % (stop, shares * indicator.atr_exp20 * 2, risk)
position = Position.open(symbol, currency, 1, quote.date, quote.close,
Decimal('9'), shares)
position.current_quote = quote
position.is_long = True
print "Opened %s" % position
#position = Position({'symbol': symbol, 'is_long': True, 'current_quote': quote})
#position.stop = indicator.calculate_stop(quote)
print "Buy %s" % (position)
#if indicator.atr_14:
# print "%s quote over sma50 on %s" % (quote.symbol, quote.date)
# stop = float(quote.close) - float(indicator.atr_14) * float(0.1);
# stocks = float(total/2)/float(quote.close)
# position.value = stocks * float(quote.close)
total = total - position.get_value(currency)
# print "Buying %s, stop at %s, position %s" % (quote, stop, position.value)
#print "Total %s, position %s, %s" % (total, position.value, quote)
else:
